CONDITIONED SUPER-BROWNIAN MOTION

被引:17
|
作者
OVERBECK, L
机构
[1] Institut für Angewandte Mathematik, Rheinische Friedrich-Wilhelms-Universität Bonn, Bonn, D-53115
关键词
D O I
10.1007/BF01200209
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We investigate classes of conditioned super-Brownian motions, namely H-transforms P(H) with non-negative finitely-based space-time harmonic functions H(t, mu). We prove that P(H) is the unique solution of a martingale problem with interaction and is a weak limit of a sequence of rescaled interacting branching Brownian motions. We identify the limit behaviour of H-transforms with functions H(t, mu)=h(t, mu(1)) depending only on the total mass mu(1). Using the Palm measures of the super-Brownian motion we describe for an additive space-time harmonic function H (t, mu) = integral h(t, x) mu(dx) the H-transform P(H) as a conditioned super-Brownian motion in which an immortal particle moves like an h-transform of Brownian motion.
引用
收藏
页码:545 / 570
页数:26
相关论文
共 50 条
  • [21] The dimension of the boundary of super-Brownian motion
    Leonid Mytnik
    Edwin Perkins
    Probability Theory and Related Fields, 2019, 174 : 821 - 885
  • [22] ON THE BOUNDARY OF THE SUPPORT OF SUPER-BROWNIAN MOTION
    Mueller, Carl
    Mytnik, Leonid
    Perkins, Edwin
    ANNALS OF PROBABILITY, 2017, 45 (6A): : 3481 - 3534
  • [24] Lattice trees and super-Brownian motion
    Derbez, E
    Slade, G
    CANADIAN MATHEMATICAL BULLETIN-BULLETIN CANADIEN DE MATHEMATIQUES, 1997, 40 (01): : 19 - 38
  • [25] The dimension of the boundary of super-Brownian motion
    Mytnik, Leonid
    Perkins, Edwin
    PROBABILITY THEORY AND RELATED FIELDS, 2019, 174 (3-4) : 821 - 885
  • [26] The multifractal structure of super-Brownian motion
    Perkins, EA
    Taylor, SJ
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 1998, 34 (01): : 97 - 138
  • [27] The average density of super-Brownian motion
    Mörters, P
    ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2001, 37 (01): : 71 - 100
  • [28] On the martingale problem for super-Brownian motion
    Bass, RF
    Perkins, EA
    SEMINAIRE DE PROBABILITES XXXV, 2001, 1755 : 195 - 201
  • [29] Bessel Processes, the Brownian Snake and Super-Brownian Motion
    Le Gall, Jean-Francois
    IN MEMORIAM MARC YOR - SEMINAIRE DE PROBABILITES XLVII, 2015, 2137 : 89 - 105
  • [30] The biodiversity of catalytic super-Brownian motion
    Fleischmann, K
    Klenke, A
    ANNALS OF APPLIED PROBABILITY, 2000, 10 (04): : 1121 - 1136